Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471079.8194 | 462510.2574 | 8569.562 | 45373.9816 | 352484.2344 | -307110.2528 |
Total P&L (%) | 471.0798 | 462.5103 | 8.5696 | 45.374 | 352.4842 | -307.1103 |
Avg Daily Profit (%) | 0.2384 | 0.2341 | 0.0043 | 0.0189 | 0.0764 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214777 | -147363 | -89457 | -2212074 | -1617183 | -827459 |
Profit Factor | 1.6895 | 2.4321 | 1.0238 | 1.0083 | 1.1184 | 0.8757 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.25 | 42.5 | 40 | 41.25 | 42.5 | 40 |
Ratio Avg Win / Avg Loss | 2.4062 | 3.2905 | 1.5357 | 1.4361 | 1.5132 | 1.3135 |
Largest Winning Trade | 175713 | 175713 | 66404 | 915393 | 838225 | 915393 |
Largest Losing Trade | -71098 | -50780 | -71098 | -1164858 | -1164858 | -495866 |
Avg Bars in Trades | 144 | 129 | 160 | 144 | 129 | 160 |
Avg Bars in Winners | 261 | 227 | 297 | 261 | 227 | 297 |
Avg Bars in Losers | 63 | 57 | 69 | 63 | 57 | 69 |
Bars Traded | 11595 | 5176 | 6419 | 11595 | 5176 | 6419 |
Profit Streak | 0 | 0 | 661.4805 | 0 | 0 | 661.4805 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16030 | 347682 | -548957 | -407845 | -182924 | -582014 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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